Yahoo Finance stock price analysis
Intro
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Data
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| Date | INTC.High | INTC.Adjusted |
|---|---|---|
| 2021-05-12 | 54.65 | 53.62 |
| 2021-05-13 | 54.39 | 54.01 |
| 2021-05-14 | 55.85 | 55.35 |
| 2021-05-17 | 55.89 | 55.33 |
| 2021-05-18 | 56.14 | 54.84 |
| 2021-05-19 | 55.43 | 55.36 |
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Plot
Plotly interactive graph:
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Stationarity analysis
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Trend
##
## ###############################################
## # Augmented Dickey-Fuller Test Unit Root Test #
## ###############################################
##
## Test regression trend
##
##
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + tt + z.diff.lag)
##
## Residuals:
## Min 1Q Median 3Q Max
## -9.5630 -0.4988 0.0039 0.5193 6.3722
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 2.546e-02 8.908e-02 0.286 0.775
## z.lag.1 -9.841e-01 5.369e-02 -18.327 <2e-16 ***
## tt -4.636e-05 2.245e-04 -0.207 0.836
## z.diff.lag 2.332e-03 3.832e-02 0.061 0.952
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 1.162 on 681 degrees of freedom
## Multiple R-squared: 0.4908, Adjusted R-squared: 0.4886
## F-statistic: 218.8 on 3 and 681 DF, p-value: < 2.2e-16
##
##
## Value of test-statistic is: -18.3271 111.9617 167.9417
##
## Critical values for test statistics:
## 1pct 5pct 10pct
## tau3 -3.96 -3.41 -3.12
## phi2 6.09 4.68 4.03
## phi3 8.27 6.25 5.34
According to the ADF test the series are integrated of order 1, or in other words have become stationary after 1 differentiation(s).
Drift
##
## ###############################################
## # Augmented Dickey-Fuller Test Unit Root Test #
## ###############################################
##
## Test regression drift
##
##
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
##
## Residuals:
## Min 1Q Median 3Q Max
## -9.5693 -0.4873 0.0063 0.5195 6.3603
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.009513 0.044360 0.214 0.830
## z.lag.1 -0.983941 0.053653 -18.339 <2e-16 ***
## z.diff.lag 0.002262 0.038296 0.059 0.953
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 1.161 on 682 degrees of freedom
## Multiple R-squared: 0.4908, Adjusted R-squared: 0.4893
## F-statistic: 328.6 on 2 and 682 DF, p-value: < 2.2e-16
##
##
## Value of test-statistic is: -18.3388 168.1572
##
## Critical values for test statistics:
## 1pct 5pct 10pct
## tau2 -3.43 -2.86 -2.57
## phi1 6.43 4.59 3.78
According to the ADF test the series are integrated of order 1, or in other words have become stationary after 1 differentiation(s).
None
##
## ###############################################
## # Augmented Dickey-Fuller Test Unit Root Test #
## ###############################################
##
## Test regression none
##
##
## Call:
## lm(formula = z.diff ~ z.lag.1 - 1 + z.diff.lag)
##
## Residuals:
## Min 1Q Median 3Q Max
## -9.5598 -0.4777 0.0158 0.5289 6.3697
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## z.lag.1 -0.983781 0.053611 -18.350 <2e-16 ***
## z.diff.lag 0.002181 0.038267 0.057 0.955
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 1.16 on 683 degrees of freedom
## Multiple R-squared: 0.4907, Adjusted R-squared: 0.4892
## F-statistic: 329.1 on 2 and 683 DF, p-value: < 2.2e-16
##
##
## Value of test-statistic is: -18.3504
##
## Critical values for test statistics:
## 1pct 5pct 10pct
## tau1 -2.58 -1.95 -1.62
According to the ADF test the series are integrated of order 1, or in other words have become stationary after 1 differentiation(s).
Forecasting
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